Bazman76 / ilmanen_expected_returnsLinks
☆16Updated 3 years ago
Alternatives and similar repositories for ilmanen_expected_returns
Users that are interested in ilmanen_expected_returns are comparing it to the libraries listed below
Sorting:
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- NYU Tandon lecture slides☆32Updated 6 months ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated 2 weeks ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Updated 8 years ago
- ☆65Updated 2 years ago
- ☆25Updated 7 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- Portfolio optimization with cvxopt☆40Updated 2 weeks ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Updated 3 years ago
- ☆95Updated 2 months ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 8 months ago
- ☆47Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 6 months ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated last year
- ☆41Updated 4 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago